Marginal cause-of-failure probability — cause

Returns a closure computing P(K=j | theta) for all components j, marginalized over the system failure time T. By Theorem 5 of the foundational paper, this equals E_T[P(K=j | T, theta)].

Usage

cause_probability(model, ...)

# S3 method for class 'series_md'
cause_probability(model, ...)

Arguments

model: a likelihood model object
...: additional arguments passed to the returned closure

Value

a function with signature function(par, ...) returning an m-vector where element j gives P(K=j | theta)

Details

The default method uses Monte Carlo integration via rdata().

Methods (by class)

cause_probability(series_md): Default for series_md models via Monte Carlo integration (Theorem 5)